Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators
- Additional Document Info
- View All
We consider the problem of instrumental variable estimation of semipara-metric dynamic panel data models. We propose several new semiparametric instrumental variable estimators for estimating a dynamic panel data model. Monte Carlo experiments show that the new estimators perform much better than the estimators suggested by Li & Stengos (1996) and Li & Ullah (1998). 2000.
ADVANCES ECOOMETRICS, VOL 15, 2000
author list (cited authors)
Berg, M. D., Li, Q., & Ullah, A.
complete list of authors
Berg, MD||Li, Q||Ullah, A